+7.4%
DASH vs CCJ
+369.1%
-361.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | +0.7% | -11.3% | -10.8% |
| 30D | +2.2% | +6.9% | -4.7% | -0.3% |
| 3M | +32.3% | -11.6% | +43.9% | +36.3% |
| 6M | +19.1% | -16.2% | +35.3% | +23.1% |
| YTD | -6.5% | +10.1% | -16.6% | -12.8% |
| 1Y | -14.9% | +32.3% | -47.2% | -27.0% |
| 3Y | +151.9% | +171.3% | -19.4% | +50.6% |
| All | +7.4% | +369.1% | -361.7% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling